Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47935.35 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46540.4 Kr¶

PnL: ---------------------------------------> -348.17 Kr¶

DD now: ---------------------------------> -1.428 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 09:33:07.356629'

Anic Portfolio¶

Today¶

Return: 0.047 %¶

This Week¶

Return: 0.047 %¶

Total¶

Return: 56.928 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.480000 3224.000000 253.000000 8.520000 2971.000006
HEBA B 70 0.890000 2779.000000 143.000000 5.420000 2636.000010
Boozt 12 1.140000 1705.200000 51.200000 3.100000 1653.999996
Corem Property Group B 59 1.350000 621.860000 44.860000 7.770000 576.999999
AcadeMedia 12 0.690000 597.360000 40.360000 7.250000 557.000004
MedCap 2 3.370000 460.000000 39.000000 9.260000 421.000000
SAAB B 8 -0.770000 3413.600000 36.600000 1.080000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 1.730000 387.200000 32.200000 9.070000 355.000000
Resurs Holding 22 0.220000 602.360000 28.360000 4.940000 573.999998
OEM International B 7 1.790000 555.800000 27.800000 5.270000 527.999997
FM Mattsson Mora Group B 50 -0.840000 2950.000000 23.000000 0.790000 2927.000000
HMS Networks 2 1.230000 693.200000 20.200000 3.000000 673.000000
Intrum 4 1.380000 543.400000 16.400000 3.110000 527.000000
Eastnine 4 -0.470000 506.400000 15.400000 3.140000 491.000000
Coor Service Management Hold. 8 1.870000 545.200000 13.200000 2.480000 532.000000
Norva24 Group 16 -0.860000 555.200000 12.200000 2.250000 543.000000
Fastighetsbolag. Emilshus Pref 21 -0.370000 564.900000 2.900000 0.520000 562.000005
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
CTEK 13 1.050000 535.600000 1.600000 0.300000 533.999999
Swedbank A 3 -0.340000 565.350000 1.350000 0.240000 564.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Creaspac SPAC 6 -0.310000 576.000000 -1.000000 -0.170000 577.000002
Essity B 2 -0.800000 572.800000 -1.200000 -0.210000 574.000000
Handelsbanken A 5 0.140000 544.750000 -1.250000 -0.230000 546.000000
Samhällsbyggnadsbo. i Norden D 12 0.600000 242.400000 -3.600000 -1.460000 246.000000
Securitas B 6 0.060000 564.360000 -5.640000 -0.990000 570.000000
Nordea Bank Abp 29 -0.020000 3448.100000 -5.900000 -0.170000 3453.999992
Sampo Oyj SDB 7 0.000000 3843.000000 -7.000000 -0.180000 3850.000000
Midsona B 63 1.350000 567.630000 -15.370000 -2.640000 582.999984
International Petroleum Corp. 5 1.370000 555.500000 -39.070000 -6.570000 594.565215
Vivesto 1368 -2.850000 540.630000 -72.370000 -11.810000 612.999432
Axfood 13 0.180000 3667.300000 -88.700000 -2.360000 3756.000001
OX2 18 -0.310000 1444.500000 -219.500000 -13.190000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 3.430000 2979.600000 -382.400000 -11.370000 3361.999992
TOTAL 46540.400000 -348.170000 -1.42822% 46888.564618

Updated:¶

'2023-01-23 09:33:19.533169'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶